+233.6%
GDX vs TGT
-25.2%
+258.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | +1.9% | -3.6% | +5.5% | +2.3% |
| 30D | +9.9% | +4.4% | +5.5% | +9.3% |
| 3M | +28.2% | +25.4% | +2.8% | +24.7% |
| 6M | -2.9% | +33.4% | -36.3% | -6.5% |
| YTD | +16.0% | +65.6% | -49.6% | +8.5% |
| 1Y | +49.9% | +80.3% | -30.4% | +38.4% |
| 3Y | +263.6% | +42.1% | +221.4% | +240.5% |
| 5Y | +233.6% | -25.0% | +258.6% | +211.7% |
| All | +233.6% | -25.2% | +258.7% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling